| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 2.07% | 61.52% |
| Max Drawdown | -18.31% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.15 | 0.86 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 60.38 | 2.82 |
| Outlier Loss Ratio | 3.13 | 2.72 |
| Volatility (ann.) | 6.93% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.11 | 2.02 |
| Skew | 0.03 | 0.21 |
| Kurtosis | 52.21 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 3.76% |
| Expected Yearly % | 1.03% | 27.09% |
| Kelly Criterion | -1.25% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11385160:BTCUSD | 11385160:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.86 | 0.26 | - |
| 2025 | 17.02 | -7.09 | -0.42 | - |
| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.85% | 31.76% |
| 6M | -10.09% | 12.25% |
| YTD | -7.09% | 17.02% |
| 1Y | 2.07% | 57.19% |
| 3Y (ann.) | 2.02% | 59.47% |
| 5Y (ann.) | 2.02% | 59.47% |
| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| Max Drawdown | -18.31% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.31 | 175 |
| 2024-07-03 | 2024-09-19 | -7.87 | 78 |
| 2024-10-18 | 2024-11-10 | -1.63 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-10-17 | 2024-10-18 | -0.18 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.32% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 10.32% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 9.86% | 38.02% |
| Worst Year | -7.09% | 17.02% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.53% | 7.15% |
| Avg. Down Week | -3.3% | -3.29% |
| Avg. Up Month | 4.78% | 16.18% |
| Avg. Down Month | -3.0% | -4.68% |
| Win Days % | 45.99% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |